I am going to presume most of us are, or have been hunters of big game... and that you all realize the rule of thumb is: practice, Practice, PRACTICE with your weapon until it becomes an extension of your physical self.
Now I want to sidetrack to Home Defense by summing it up in two words.
[size-3]Frangible Ammunition[/size]. More commonly known as glaser, or hydro-shock for pistols.
Why those types of rounds? Quite simple realy, as Blooz stated, normal rounds from 9mm up tend to keep on keeping on after they penetrate the body, a wall, or some other semi-rigid object. Frangible ammo disintegrates to fragments on impact, distributing maximum foot pounds in a relatively small area, without retaining the "blow through" factor.
So if you have family in the next room, neighbors across the way, the bullet will rarely, if ever, leave the target zone of impact. If it does, it never leaves that zone intact enough to be of mortal threat. (okay even a BB at velocity can kill, but that is an extremely rare exception.)
I prefer the Mossberg .20 guage pump with 000 buck for home defense, with the .45 Kimber COP for back up.
Now about training. Get it! Get it as often as you can afford it! If there is no 'combat range' available, ask the local Chief of Police/Sheriff. Check around for any Law Enforcement Citizen programs that allow ride alongs, and show you the basics of law dogging. Or, if none of this is available, join one of those "Action" shooter clubs. IPSC (personally despise these guys because they shoot technology, npt the gun out the box), National Practical Shooters*something* (these guys shoot straight out the box with minor tuning), Isaac Walton League, NRA, Single Action Shooters Society (cowboys) and so on.
Or, you could just practice for any type of situation at home... ALONE and unloaded.
*meh, I talk too much* Back on topic.